When you look in the box with the device out, are you able to see if a ground is coming in with the hot/neutral and is screwed to the ground terminal on the box? In my house this was often the case, it was cut off after attaching to the box, and in several situations there was some plaster in the box from when the house was built that was hiding it and I had to chip/clean it away to confirm.
If you do not see a ground wire, can you see what kind of cable was coming into the box, either by trying to see any part of the sheathing that is poking in, or looking at the type of clamp, to figure out if it was EMT or BX or something. You could use a multimeter to rule out it being grounded at all right.